MA5012 - Optimisation under uncertainty

MA5012 - Optimisation under uncertainty


General objective:

At the end of this course, the student shall be able to take into account the different types of uncertainties on existing data in air transport optimisation problems, and this at any stage of the decision-making process (modelling, resolution and analysis).

Detailed objectives:

- Modelling uncertainties as conituous or discrete parameters (uncertainty scenario)
- Defining robustness criteria to assess solutions
- Modelling and assessing the cost of robustness
- Analysing and assessing the impact of an uncertainty on a problem
- Proposing deterministic or stochastic robust optimisation algorithms
- Analysing feedback in order to adjust a model and/or an optimisation under uncertainty method.


  • Lectures : 24
  • Labs work : 4

Form of assessment

Total assessment hours: 2

This course is part of the programme

In brief

ECTS credits : cf Teaching Unit

Number of hours 30


Catherine MANCEL

Phone : +33 5 62 25 96 03

Email : catherine.mancel @